-8.9%
TOST vs BAH
+2.1%
-11.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +4.0% | -1.5% | +5.5% | +4.5% |
| 30D | +11.1% | +17.3% | -6.2% | +5.4% |
| 3M | +0.8% | +14.9% | -14.0% | -3.9% |
| 6M | +38.8% | +14.2% | +24.6% | +32.8% |
| YTD | -2.1% | +5.1% | -7.2% | -4.0% |
| All | -8.9% | +2.1% | -11.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling